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Importance sampling for indicator Markov chains., and . WSC, page 2742-2750. IEEE, (2010)Default and information. Journal of Economic Dynamics and Control, 30 (11): 2281--2303 (November 2006)Computationally Efficient Feature Significance and Importance for Predictive Models., and . ICAIF, page 300-307. ACM, (2022)Call for Papers - Management Science Virtual Special Issue on Digital Finance., , and . Manag. Sci., 70 (8): Vi-Vii (2024)Credit contagion and aggregate losses, and . Journal of Economic Dynamics and Control, 30 (5): 741--767 (May 2006)Unbiased Simulation Estimators for Path Integrals of Diffusions., , and . WSC, page 277-288. IEEE, (2020)Exact and Efficient Simulation of Correlated Defaults., , , and . SIAM J. Financial Math., 1 (1): 868-896 (2010)Monte Carlo Algorithms for Default Timing Problems., , and . Manag. Sci., 57 (12): 2115-2129 (2011)Correlated default with incomplete information. Journal of Banking & Finance, 28 (7): 1521--1545 (July 2004)Rare Event Simulation for a Generalized Hawkes Process., , , and . WSC, page 1291-1298. IEEE, (2009)